Penguen Gida (Turkey) Market Value
| PENGD Stock | TRY 9.52 0.86 9.93% |
| Symbol | Penguen |
Penguen Gida 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Penguen Gida's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Penguen Gida.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Penguen Gida on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Penguen Gida Sanayi or generate 0.0% return on investment in Penguen Gida over 90 days. Penguen Gida is related to or competes with Koza Anadolu, Gentas Genel, Galatasaray Sportif, Datagate Bilgisayar, and Akcansa Cimento. Penguen Gida Sanayi A.S. produces and sells fruit and vegetable products primarily in Turkey More
Penguen Gida Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Penguen Gida's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Penguen Gida Sanayi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.1223 | |||
| Maximum Drawdown | 16.77 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 6.4 |
Penguen Gida Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Penguen Gida's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Penguen Gida's standard deviation. In reality, there are many statistical measures that can use Penguen Gida historical prices to predict the future Penguen Gida's volatility.| Risk Adjusted Performance | 0.1595 | |||
| Jensen Alpha | 0.5647 | |||
| Total Risk Alpha | 0.0694 | |||
| Sortino Ratio | 0.1634 | |||
| Treynor Ratio | (6.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Penguen Gida's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Penguen Gida Sanayi Backtested Returns
Penguen Gida appears to be slightly risky, given 3 months investment horizon. Penguen Gida Sanayi maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. By analyzing Penguen Gida's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please evaluate Penguen Gida's Risk Adjusted Performance of 0.1595, semi deviation of 2.23, and Coefficient Of Variation of 613.71 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Penguen Gida holds a performance score of 12. The company holds a Beta of -0.0805, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Penguen Gida are expected to decrease at a much lower rate. During the bear market, Penguen Gida is likely to outperform the market. Please check Penguen Gida's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Penguen Gida's historical price patterns will revert.
Auto-correlation | 0.46 |
Average predictability
Penguen Gida Sanayi has average predictability. Overlapping area represents the amount of predictability between Penguen Gida time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Penguen Gida Sanayi price movement. The serial correlation of 0.46 indicates that about 46.0% of current Penguen Gida price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Penguen Gida Sanayi lagged returns against current returns
Autocorrelation, which is Penguen Gida stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Penguen Gida's stock expected returns. We can calculate the autocorrelation of Penguen Gida returns to help us make a trade decision. For example, suppose you find that Penguen Gida has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Penguen Gida regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Penguen Gida stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Penguen Gida stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Penguen Gida stock over time.
Current vs Lagged Prices |
| Timeline |
Penguen Gida Lagged Returns
When evaluating Penguen Gida's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Penguen Gida stock have on its future price. Penguen Gida autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Penguen Gida autocorrelation shows the relationship between Penguen Gida stock current value and its past values and can show if there is a momentum factor associated with investing in Penguen Gida Sanayi.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Penguen Stock
Penguen Gida financial ratios help investors to determine whether Penguen Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Penguen with respect to the benefits of owning Penguen Gida security.